+333.0%
APP vs XYZ
-69.4%
+402.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.6% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | -23.3% | -1.7% | -21.6% | -22.3% |
| 3M | -42.6% | +16.7% | -59.4% | -47.4% |
| 6M | -33.6% | +26.9% | -60.5% | -42.0% |
| YTD | -52.4% | +27.1% | -79.6% | -58.8% |
| 1Y | -35.9% | +9.3% | -45.1% | -40.5% |
| 3Y | +642.2% | +42.3% | +599.9% | +434.5% |
| All | +333.0% | -69.4% | +402.3% | +589.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling